Beijing, China
Passed Actuarial Exams: Exam P Probability Theory Exam FM Financial Mathematics Validation by Educational Experience: Economics Applied Statistical Methods Sitting for CFA Level I
• Applied machine learning and NLP techniques to perform sentiment analysis on text data on listed companies. Managed to convert text data into meaningful figures, which could then be used in the stock selection model. • Improved the current multi-factor model for stock selection by adding new quantitative factors in. Factors were selected from academic journals and were implemented using Matlab. Corresponding significance and correlation analysis were also performed. • Tracked the daily performance of the company’s FOF product. Provided data support for writing monthly reports.
• Calculated DAC and IBNR using Chain-Ladder and B-F methods to assist in preparing monthly report on reserves • Analyzed the impact on cost, loss ratio and market share for second-level institutions where experimental reform of rates in auto insurance had been instituted • Used SAS to rewrite multiple old Excel VBA programs to improve efficiency • Conducted research on CIRC’s new regulations based on Solvency II and delivered presentations on changes required to be made in reporting format under such system.
• Debugged and performed stress tests on a key web application using JavaScript, which facilitated the front end sales remarkably • Maintained the agency’s SNS accounts daily including posting new articles and analyzing data collected from the subscribers • Designed and launched several promotional events online for new products
• Conducted Asset and Capital Verification on a state-owned enterprise that would be merged • Assisted the senior auditor in performing audits on financial statements and tax reports of several companies • Reconciled a government account used to pay removal compensation in an urban renewal project